Publications

Group Selection as Behavioral Adaptation to Systematic Risk

2014
Zhang, Ruixun, Thomas J. Brennan, and Andrew W. Lo (2014), Group Selection as Behavioral Adaptation to Systematic Risk, PLoS ONE 9 (10), e110848.

When Do Stop-Loss Rules Stop Losses?

2014
Kaminski, Kathryn M., and Andrew W. Lo (2014), When Do Stop-Loss Rules Stop Losses?, Journal of Financial Markets 18 (1), 234–254.

Fear, Greed, and Financial Crises: A Cognitive Neurosciences Perspective

2013
Lo, Andrew W. (2013), Fear, Greed, and Financial Crises: A Cognitive Neurosciences Perspective, In Handbook of Systemic Risk, edited by Jean-Pierre Fouque and Joseph A. Langsam, 622–662.

The Origin of Bounded Rationality and Intelligence

2013
Lo, Andrew W. (2013), The Origin of Bounded Rationality and Intelligence, Proceedings of the American Philosophical Society 157 (3), 269–280.

What Post-Crisis Changes Does the Economics Discipline Need?: Beware of Theory Envy!

2012
Lo, Andrew W. (2012), What Post-Crisis Changes Does the Economics Discipline Need?: Beware of Theory Envy!, In What’s the Use of Economics?: Teaching the Dismal Science After the Crisis, edited by Diane Coyle, 39–48.

Adaptive Markets and the New World Order

2012
Lo, Andrew W. (2012), Adaptive Markets and the New World Order, Financial Analysts Journal 68 (2), 18–29.

An Evolutionary Model of Bounded Rationality and Intelligence

2012
Brennan, Thomas J., and Andrew W. Lo (2012), An Evolutionary Model of Bounded Rationality and Intelligence, PLoS ONE 7 (11), e50310.

A Computational View of Market Efficiency

2011
Hasanhodzic, Jasmina, Andrew W. Lo, and Emanuele Viola (2011), A Computational View of Market Efficiency, Quantitative Finance 11 (7), 1043–1050.

The Origin of Behavior

2011
Brennan, Thomas J., and Andrew W. Lo (2011), The Origin of Behavior, Quarterly Journal of Finance 1 (1), 55–108.

Complexity, Concentration and Contagion: A Comment

2011
Lo, Andrew W. (2011), Complexity, Concentration and Contagion: A Comment, Journal of Monetary Economics 58 (5), 471–479.

The Financial Industry Needs its Own Crash Safety Board

2010
Lo, Andrew W. (2010), The Financial Industry Needs Its Own Crash Safety Board, Financial Times, March 2.

Lo: The Best Econ Book I’ve Read Recently

2010
Lo, Andrew W. (2010), Lo: The Best Econ Book I’ve Read Recently, PBS Newshour Blog, March 11.

Regulatory Reform in the Wake of the Financial Crisis of 2007‐2008

2009
Lo, Andrew W. (2009), Regulatory Reform in the Wake of the Financial Crisis of 2007‐2008, Journal of Financial Economic Policy 1 (1), 4-43.

This is Your Brain on Prosperity: Andrew Lo on Fear, Greed, and Crisis Management

2009
Lo, Andrew W. (2009), This is Your Brain on Prosperity: Andrew Lo on Fear, Greed, and Crisis Management, Freakonomics Blog, January 9.

Why Animal Spirits Can Cause Markets to Break Down

2009
Lo, Andrew W. (2009), Why Animal Spirits Can Cause Markets to Break Down, Financial Times, July 21.